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Selby Jennings


BNY Mellon

Lake Mary,

State Street Corporation

Krak??w, Poland

State Street Corporation


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Vice President - 6985371
Job Duties: Vice President with Goldman Sachs & Co. LLC in New York, New York. Quantitative engineering role responsible for developing, implementing, and documenting scenarios comprised of a broad range of economic and financial variables for various business-as-usual, risk, and regulatory stress testing processes. Develop, implement, and maintain production quality quantitative measures of market risk ("Risk Models") such as value at risk, stress test and capital to assess the market risk of the Firm's businesses. Design and implement methodologies to identify market risk factors for various financial products, analyze the availability and quality of historical data inputs, and build models to capture their economic and statistical characteristics. Evidence model correctness by test

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